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R-rsln - A package to generate and fit regime-switching lognormal

Description:

Regime-switching models are prominently used in actuarial science and risk
management. There is not a lot of information or direction on how to
optimally estimate the posterior distribution of the model parameters.
This package implements various Bayesian methods to generate draws from
those distributions. This allows us to compare the accuracy and efficiency
of various algorithms. Most importantly, this package enables
practitioners and academics to spend less time fitting the model and more
time investigating the questions they are actually interested
in.

Packages

- initial package for Fedora

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